State of Tennessee, Treasury Department

Q3 2022 13F-HR/A Holdings

Location
Nashville, TN
Holdings as of
9/30/2022
Date filed
1/26/2023
Form type
13F-HR/A - RESTATEMENT
Num holdings
1,649
Total value ($000)
$20,631,501
Net value change ($000)
-914,260 (-4.2%)
New positions
101
Sold out positions
92
Turnover %
1.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/15/2022 Next filing: 2/15/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 2022
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
XLP 64,056 NEW
AAPL 63,734 7.3%
TSLA 49,341 20.2%
VTI 45,770 15.4%
VNQ 40,020 43.7%
WM 32,877 175.8%
ANGL 30,044 53.5%
SHYG 26,764 NEW
AEP 26,173 208.3%
HYG 25,951 73.7%
Top Reduces (Value $000, Stocks/ETFs)
XLK -294,507 -89.1%
EWY -80,969 -17.9%
EWT -79,657 -13.8%
JNK -56,195 -81.9%
RTX -50,217 -60.7%
GOOGL -48,550 -12.7%
PG -47,874 -43.2%
META -28,755 -17.6%
PLD -28,276 -13.6%
AWK -27,241 -77.7%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type